Spyware question

I surf ebay a lot. They say they do not support spyware. From my research it
seems this tribalfusion spyware is big and it it planted in banner ads on
ebays web pages. I am continually getting a security warning dialog box that
says: The current web page is trying to open a site on the internet. Do you
want to allow this? Then it lists 2 urls: http://atribalfusion.com and
res://ieframe.dll. I am constantly having to click No to make the dialog box
go away. Does anyone know what I can do to prevent this from loading but get
rid of the annoying dialog box.